Quantitative research analyst

NOSSAIBA KHEIRI

929-***-**** New York, NY https://nossaiba-kheiri.github.io/portfolio/ ******@********.*** EDUCATION

Columbia University, Engineering & Columbia Business School New York, NY Master of Science, Business Analytics (Operations Research Dept.)2023-2025

●Concentration: Analytics Algorithms & Methodology

●IEOR Student Award 2024, IEOR Student Ambassador

●Teaching Assistant: (Phd) Computing for Business Research, Machine learning in high-dimensional Data École Polytechnique (L’X) Paris, FR

Bachelor of Science, Mathematics & Economics, Minor in Computational Economics 2023 SKILLS

Programming: Python (Pandas, Streamlit, Matplotlib), C++, SQL, R, STATA, Bash, Git, Excel VBA, APIs, Tableau Optimization/Financial Modeling: Gurobi, VaR,Volatility, Fundamental Analysis, Stochastics, Derivatives, Bloomberg Terminal ML & Infrastructure : TensorFlow, PyTorch, JAX, CUDA, Spark, Azure Cloud, AWS, GCP, Docker,Weights & Biases Languages: English, French, Arabic, Italian

EXPERIENCE

Quantitative Student Researcher (Computer Vision, Distributed inference, AI Agent)Jan 2024-Dec 2024 Bloomberg-Columbia GenAI Project

●Developed AI workflow to generate/test illusions by fine-tuning T5-XXL/DeepFloyd (11B parms) via LoRA and Reinforcement Learning on multi-adapter, cutting trainable parameters by 86% and identifying failure modes in LLM-diffusion model alignment.

●Selected to communicate research insights of the Research poster at the 10th Bloomberg-Columbia ML in Finance Conference. Quantitative Portfolio Analyst Intern (Risk modeling, RAG LLM, Azure Cloud, Copula Statistics) Jun 2024-Aug 2024 Ryse Portfolio Management

●Deployed a serverless RAG-LLM on Azure, accelerating risk assessment by 2.6x for a $1.6B fixed-income sovereign bond portfolio.

●Forecasted volatility using Granger causality on macroeconomic indicators, improving VaR prediction.

●Implemented copula-based risk modeling for the portfolio hedging strategies and evaluated credit risk using CreditMetrics. Business Analyst/Engineering Team Lead (Energy Arbitrage Project, Gurobi Optimization)Aug 2023-Dec 2023 Kimmeridge Energy: Energy Private Equity

●Designed and implemented an Optimization strategy for a battery placement investment, enabling executives to identify $1.3M in revenue across 15K nodes, reducing complexity by 20x through KNN clustering based constraints and dynamic programming. Commodities Trading/Model auditing Intern (VaR, Garch, ArcGIS Meteorology) Jul 2022-Aug 2022 Soufflet Négoce, InVivo Group (€3.9B in Trading Revenue in Commodities)

●Improved P&L forecast accuracy by 23% by enhancing VaR models with real-time commodities market tick data using GARCH.

●Integrated predictive models with ArcGIS to visualize wheat hub dynamics, incorporating data via OpenWeatherMap API.

●Delivered a strategic M&A consolidation proposal for risk models governance to technical/non-technical senior executives. RESEARCH AND ACADEMIC PROJECTS

Inverse RL for Blockchain Fraud Detection (Pytorch Geometric, Imbalanced Data)

●Modeled the blockchain as graphs; trained GNNs improving minority class recall by 38% using SMOTE to treat class imbalance. Thesis: Index concentration using Reinforced Stochastic processes Jan 2023- Jul 2023 UC Berkeley CDAR Lab (Prof. Lisa Goldberg)

●Built a hybrid model of market concentration dynamics combining a self-reinforcing random walk with absorbing barriers (firm survival) with a failure-adjusted Barabási–Albert model (network growth). Backtested on S&P 500, improving R-squared by 73%. XOptimizer- Optimization software in C++

●Collaboratively built a mathematical optimization software in C++, cutting operational costs for logistics clients by 20%. ACHIEVEMENTS/LEADERSHIP ROLES

Mathematics Olympiad- Regional

Top 3 National in Mathematics (Advanced Track) Awarded by the Ministry of Education and the City Mayor UC Berkeley Dactathon : Team lead of the Environmental Justice track (2nd place) Global Shaper-World Economic Forum, YCP Scholar, Finalist team "EuroTeQaThon" Columbia VC Society (Partnerships), Columbia AI Society, Partnership manager (AlgoTrading L’X) Presenter Econ Reading Group

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